Tapia indicators and finite termination of infeasible--interior--point methods for degenerate LCP

Jun Ji and Florian A. Potra

The convergence of the Tapia indicators for infeasible--interior--point methods for solving degenerate linear complementarity problems is investigated. A new estimate of the rate of convergence of the Tapia indicators for the indices where both primal and dual variables vanish in the solution is obtained, showing that Tapia indicators for these indices converge slower than for other indices. Use of Tapia indicators in a finite termination procedure for infeasible--interior--point algorithms is proposed.

Reports on Computational Mathematics, No. 81/1995, Department of Mathematics, The University of Iowa.